Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
BB.Length.Bollinger.bands.to.Enter and BB.Number.of.SDs.to.Enter

BEST PARAMETERS
BB.Length.Bollinger.bands.to.Enter = 10
BB.Number.of.SDs.to.Enter = 1
Profit account= 113 (per day adjusted to desire% DD )
Activity = 4.84 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for BB.Length.Bollinger.bands.to.Enter = 10 and BB.Number.of.SDs.to.Enter = 1

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
102 94005.41 832.16 13074.91 6 462 334 -43.6 10 1 GBPJPY 43.58303 22.9447086 6883.41258 21569.267 25.919616 0.5551817 No
252 313865.28 865.00 47462.85 8 806 580 -158.2 10 1 XAUUSD 158.20950 6.3207330 1896.21989 19838.586 22.934782 0.9317919 No
27 17576.39 755.29 5353.60 6 139 104 -17.8 10 1 EURGBP 17.84533 56.0370592 16811.11775 9849.292 13.040411 0.1840353 No
202 48191.04 836.02 13650.19 7 234 172 -45.5 10 1 USDCHF 45.50063 21.9777161 6593.31482 10591.290 12.668704 0.2798976 No
152 218619.19 867.51 72246.51 8 545 396 -240.8 10 1 NZDUSD 240.82170 4.1524497 1245.73492 9078.052 10.464493 0.6282348 No
2 168321.70 864.65 81157.09 8 502 372 -270.5 10 1 AUDUSD 270.52363 3.6965347 1108.96041 6222.070 7.196056 0.5805817 No
227 544823.75 870.84 343528.04 10 348 261 -1145.1 10 1 USDJPY 1145.09347 0.8732912 261.98735 4757.898 5.463573 0.3996142 Yes
127 137795.06 851.90 92626.07 9 367 270 -308.8 10 1 GBPUSD 308.75357 3.2388290 971.64869 4462.946 5.238815 0.4308017 Yes
77 104553.09 822.77 76460.82 9 267 186 -254.9 10 1 EURUSD 254.86940 3.9235781 1177.07343 4102.222 4.985867 0.3245135 No
177 65395.57 805.36 91622.28 8 170 134 -305.4 10 1 USDCAD 305.40760 3.2743128 982.29383 2141.255 2.658756 0.2110857 Yes
52 8145125.50 811.51 11335426.54 15 379 274 -37784.8 10 1 EURJPY 37784.75513 0.0264657 7.93971 2155.664 2.656362 0.4670306 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 30
12 BB.Number.of.SDs.to.Enter 2
13 BLAI.Timeframe 1 hour
14 BLAI.length 6
15 BLAISlow.Timeframe 1 hour
16 BLAISlow.length 60
17 Reversal.Positioning.PPO True
18 PPOthreshold -0.6
19 PPO.Entry.Timeframe 15 minutes
20 PPO.Entry.type.of.fast.moving.average Jurik
21 PPO.Entry.Fast.Length 8
22 PPO.Entry.type.of.slow.moving.average SMA
23 PPO.Entry.Slow.Length 300
24 BB.Exit.length 30
25 BB.Exit.number.of.SDs 1